def to_trade(self): trade = TradeData(symbol=self.symbol, exchange=Exchange(self.exchange), orderid=self.orderid, tradeid=self.tradeid, direction=Direction(self.direction), offset=Offset(self.offset), price=self.price, volume=self.volume, datetime=self.datetime.replace(tzinfo=DB_TZ), orderRef=self.orderRef, gateway_name="DB") trade.strategy = self.strategy return trade